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What is FINE 4140 Final Exam Solutions about?

The document contains a final exam with 8 problems testing knowledge of financial derivatives. Problem 1 involves calculating price changes that would trigger margin calls on a futures contract. Problem 2 identifies an arbitrage opportunity in interest rates between Switzerland and the US. Problem 3 involves hedging a bond portfolio against interest rate changes using Treasury bond futures. The remaining problems involve valuing options, identifying arbitrage opportunities, constructing hedging strategies,

Author

dbjn

Language

EN